+161.6%
OXY vs STRL
+2,102.6%
-1,941.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.1% |
| 7D | +0.6% | +8.2% | -7.6% | +0.2% |
| 30D | +4.5% | -6.3% | +10.8% | +4.8% |
| 3M | +8.9% | -41.2% | +50.1% | +11.5% |
| 6M | +12.5% | +20.4% | -7.9% | +7.3% |
| YTD | +50.5% | +61.7% | -11.2% | +38.3% |
| 1Y | +38.6% | +72.7% | -34.1% | +24.3% |
| 3Y | -1.2% | +530.9% | -532.2% | -33.6% |
| 5Y | +161.6% | +2,125.4% | -1,963.8% | -1.8% |
| All | +161.6% | +2,102.6% | -1,941.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling